Scientific Computing with Case Studies

by Dianne P. O'Leary

SIAM Press , 2009
Scientific Computing with Case Studies

This website contains additional notes, exercises, case studies, etc.
No solutions to exercises or challenges are provided.

  • Unit I. Preliminaries: Mathematical Modeling, Errors, Hardware, and Software
  • Supplementary exercises
  • Sample lecture notes: Slides and Handout

  • Unit II. Dense Matrix Computations
  • Supplementary exercises
  • Sample lecture notes: Slides and Handout

  • Unit III. Optimization and Data Fitting
  • Supplementary exercises
  • An example of a good linesearch: cvsrch.m and cstep.m
  • Sample lecture notes: Slides and Handout

  • Unit IV. Monte Carlo Computations
  • Supplementary exercises
  • Demonstration: demorand.m . Check the distribution of pseudorandom numbers.
  • Sample lecture notes: Slides and Handout

  • Unit V. Solution of Differential Equations
  • Supplementary exercises
  • Sample lecture notes: Slides Part 1, Slides Part 2, and Handout Part 1, Handout Part 2

  • Unit VI. Nonlinear Systems and Continuation Methods
  • Supplementary exercises
  • Homotopy example applying the method to a simple problem.
  • Sample lecture notes: Slides and Handout

  • Unit VII. Sparse Matrix Computations, with Applications to Partial Differential Equations
  • Supplementary exercises
  • A summary of some convergence results for stationary iterative methods
  • Demonstration: spar5.m . spar50.m is this program with "m=50" and nested dissection removed.
  • Sample lecture notes: Slides Part 1, Slides Part 2, and Handout Part 1, Handout Part 2

    • Supplementary Case Studies. Instructors might find some inspiration in these when writing assignments, and students can use them for additional practice, but they come without warranty.

  • SVD for Image and Video Filtering by Ashwin Swaminathan
    Matrix computations (2004).
  • Modeling of a Seat Suspension System by Gregory J. Hiemenz.
    Ordinary differential equations. (2006) (There is a sign error in the first term of equation (14).)
  • Gaining Insight in Markov Chains by Using Monte Carlo Simulations by David Rouff.
    Monte Carlo methods. (2006)
  • Protein Folding Using Homotopy Methods by James Robert White.
    Solution of nonlinear equations and optimization. (2006)
  • What's the Score? Matrices, Documents, and Queries, by Dianne P. O'Leary.
    Matrix computations for latent semantic analysis. (2008)
  • Taking Stock of Our Situation: Pricing and Randomness by Dianne P. O'Leary.
    Markov chains and stochastic differential equations in financial modeling. (2008)
  • "Good" Can Mean So Many Things by Dianne P. O'Leary.
    Assessing and modifying matrix software. (2010)
  • A Random Walk to Capacitance by Dianne P. O'Leary.
    Monte Carlo simulations, algorithm benchmarking, error assessment. (2010)
  • Light a Single Candle by Dianne P. O'Leary.
    Separable least squares datafitting for supernovae light curves. (2010)
  • The Phantom of the Operations by Dianne P. O'Leary.
    Spline interpolation and smoothing, least squares datafitting, quadrature (including Monte Carlo), understanding modelling error. (2010)